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      Handbook of Financial Econometrics and Statistics 

      Estimating the Correlation of Asset Returns: A Quantile Dependence Perspective

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      Springer New York

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          Regression Quantiles

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            Dynamic Conditional Correlation

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              Extreme Correlation of International Equity Markets

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                Author and book information

                Book Chapter
                2015
                August 09 2014
                : 1829-1855
                10.1007/978-1-4614-7750-1_67
                b808ab5e-cc43-4e14-b450-2997febedf4a
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